Access Statistics for Venus Khim-Sen Liew

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 0 1 5 304 5 10 21 1,488
A complementary test for ADF test with an application to the exchange rates returns 0 0 1 226 1 5 15 1,252
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 1 1 32 0 3 7 102
An overview on various ways of bootstrap methods 0 1 1 1 0 2 7 7
Are Asian Real Exchange Rates Stationary? 0 0 0 408 1 3 7 1,013
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 1 192 0 0 4 578
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 0 2 5 903 1 7 24 2,539
Calendar anomalies in the Malaysian stock market 0 1 7 347 1 3 22 1,067
Day-of-the-week effects in selected East Asian stock markets 0 0 4 188 5 8 19 553
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 0 0 1 58 0 0 13 162
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 0 2 7 95 2 6 28 300
Early warning indicator of economic vulnerability 0 2 16 119 3 5 34 198
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 1 3 10 334
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 0 209 0 0 7 727
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 0 8 39 2,231 2 25 107 7,454
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 1 2 5 281 6 11 19 1,217
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 1 2 305 0 3 8 1,606
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 2 6 1,663 1 3 14 4,360
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 2 2 12 1,206 5 10 43 3,281
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 0 6 42 3,032 5 36 142 10,816
Fisher hypothesis: East Asian evidence from panel unit root tests 0 0 3 99 1 3 14 223
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 0 0 1 420 0 1 8 1,347
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 6 10 40 220 13 25 235 1,054
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 0 0 97 2 6 19 548
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 0 0 1 476 1 1 14 1,502
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 0 184 1 3 5 895
Income convergence: fresh evidence from the Nordic countries 0 0 0 47 0 1 8 147
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 0 0 2 91 1 3 11 270
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 0 1 574 0 1 4 2,155
Is Money Neutral In Stock Market? The Case of Malaysia 0 2 13 77 0 3 24 206
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 2 77 3 7 15 216
Linearity and stationarity of G7 government bond returns 0 0 0 15 0 1 6 85
Linearity and stationarity of South Asian real exchange rates 1 1 3 99 1 3 13 272
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 0 1 7 85 4 7 21 239
Macroeconomic Determinants of Direct Investment Abroad of Singapore 2 3 16 38 3 9 74 202
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 2 4 17 208 5 12 43 537
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 0 0 5 127 0 2 12 316
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 0 1 203 0 2 8 499
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 0 3 484 0 1 13 1,096
On Autoregressive Order Selection Criteria 0 1 2 599 0 4 11 1,661
On Singaporean Dollar and Purchasing Power Parity 0 0 0 95 3 3 6 548
On Singaporean Dollar and Purchasing Power Parity 0 0 1 238 1 5 11 1,549
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 3 168 3 9 40 1,684
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 1 270 0 1 9 1,864
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 1 1 5 58 4 7 14 202
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 2 12 0 2 9 56
Real interest rate parity: evidence from East Asian economies relative to China 0 0 4 184 1 6 17 598
Real interest rates equalization: The case of Malaysia and Singapore 0 1 1 206 1 3 14 1,028
Revisiting the Performance of MACD and RSI Oscillators 2 4 15 35 4 9 31 92
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 2 7 16 119 3 18 57 426
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 3 6 23 114 5 11 47 339
Testing for Non-Linearity in ASEAN Financial Markets 0 0 0 275 0 1 7 713
Testing nonlinear convergence in Malaysia,1965-2003 0 2 2 64 2 4 8 169
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 0 0 4 406 1 4 17 1,433
The Predictability of ASEAN-5 Exchange Rates 0 0 0 362 1 3 8 1,035
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 0 2 299 0 1 3 776
The real interest rate differential: international evidence based on nonlinear unit root tests 0 0 0 169 0 1 8 691
Time series modelling and forecasting of Sarawak black pepper price 1 2 7 166 4 9 37 834
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 3 3 8 232
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 0 1 10 1,598 7 14 60 7,522
Total Working Papers 23 77 368 20,858 117 352 1,520 74,315


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 0 0 7 73 1 2 16 222
Applied International Business Conference 2008 0 0 0 0 1 1 4 16
Are Asian real exchange rates stationary? 0 0 2 128 3 4 12 414
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 0 1 12 82 4 7 35 209
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 1 1 5 285
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 0 1 29 2 6 14 94
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 0 2 24 2 5 21 169
Day-of-the-week effects in Selected East Asian stock markets 0 0 5 19 2 3 18 77
Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach 0 3 12 12 2 8 41 41
Does Electricity Consumption have Significant Impact towards the Sectoral Growth of Cambodia? Evidence from Wald Test Causality Relationship 0 0 4 4 1 3 22 22
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 1 2 34 0 2 9 79
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 0 3 1 2 14 65
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 0 7 0 1 6 33
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 0 1 8 0 4 14 64
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 0 0 0 220 1 2 14 715
Impact of foreign direct investment volatility on economic growth of asean-5 countries 3 10 50 350 6 24 121 851
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 0 2 8 5 6 10 45
Income convergence: fresh evidence from the Nordic countries 0 0 0 15 0 1 6 71
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 4 9 25 560
International Conference in Economics and Finance 2005 (ICEF 2005) 2 3 4 4 4 6 11 24
Is There Any International Diversification Benefits in ASEAN Stock Markets? 1 1 5 84 3 4 18 307
Is money neutral in stock market? The case of Malaysia 3 7 17 100 5 12 50 305
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 1 1 5 70 3 6 17 159
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 2 41 1 4 12 160
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 0 1 5 111
Linearity and stationarity of G7 government bond returns 0 0 1 42 0 0 5 136
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 0 0 1 24 2 2 5 95
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 2 5 23 677
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 1 3 8 65 3 6 18 153
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 3 4 19 257
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 0 1 1 21 1 4 9 91
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 0 1 8 0 0 5 45
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 1 3 19 342
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 0 86 1 2 11 309
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 1 1 5 45 3 3 15 127
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 1 31 0 0 4 148
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 1 2 9 332
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 3 3 4 36 3 4 9 121
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 1 1 6 109 1 2 15 276
Revisiting the Performance of MACD and RSI Oscillators 2 3 10 60 7 16 45 200
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 0 1 0 1 6 13
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 0 0 0 51 2 3 5 210
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 3 3 11 25 3 7 26 69
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 0 2 135 0 1 9 601
Time series test of nonlinear convergence and transitional dynamics 0 0 0 57 0 1 11 176
Which Lag Length Selection Criteria Should We Employ? 22 56 259 602 90 237 993 2,588
Total Journal Articles 43 98 443 2,724 175 427 1,781 12,064


Statistics updated 2017-01-03